+75.7%
BKR vs CF
+5,573.7%
-5,497.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.1% |
| 7D | +3.8% | +4.8% | -1.0% | +1.8% |
| 30D | -10.3% | +4.7% | -15.0% | -12.3% |
| 3M | -21.7% | +7.4% | -29.1% | -24.6% |
| 6M | -23.8% | +0.6% | -24.4% | -25.3% |
| YTD | +10.3% | +64.1% | -53.8% | -15.1% |
| 1Y | +5.7% | +51.4% | -45.7% | -15.9% |
| 3Y | +52.6% | +67.8% | -15.2% | +13.1% |
| 5Y | +127.1% | +114.1% | +13.0% | +45.1% |
| 10Y | +56.5% | +480.1% | -423.6% | -37.4% |
| All | +75.7% | +5,573.7% | -5,497.9% | -65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling